Cross- and delta-hedges: Regression- versus price-based hedge ratios
Year of publication: |
2000
|
---|---|
Authors: | Sercu, Piet ; Wu, Xueping |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 24.2000, 5, p. 735-757
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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